+139.4%
QLD vs NTAP
+135.3%
+4.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -10.3% | -15.1% | +4.8% | -1.8% |
| 30D | -26.1% | -28.1% | +2.0% | -11.8% |
| 3M | -17.8% | -11.4% | -6.3% | -12.7% |
| 6M | -15.6% | +52.2% | -67.8% | -36.4% |
| YTD | +5.4% | +60.4% | -55.0% | -24.2% |
| 1Y | +5.2% | +51.0% | -45.8% | -21.1% |
| 3Y | +139.4% | +135.6% | +3.9% | +54.9% |
| All | +139.4% | +135.3% | +4.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling